What you are wanting to do is bridge connections which should be able to be done. here is the link I found with M$'s website about it: [Register or Login to view links]
I did a lot of this back in the days before cheap, functional routers were abundant using an OpenBSD or linux box with Tcpwrappers or pf. another option that you might be able to pull off is setting up a proxy from your computer. Ive done this with Apache before and its not too difficult, 4-8 lines in the httpd.conf is about all it took if Im not mistaken. Id just google apache proxy and you are bound to find a good how to.